-50.7%
CTEV price history and return analytics
+74.2%
-124.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -2.6% |
| 7D | -9.8% | -0.1% | -9.7% | -9.6% |
| 30D | +6.5% | -0.7% | +7.2% | +8.1% |
| 3M | +28.0% | +4.0% | +24.0% | +19.9% |
| 6M | +116.4% | +12.3% | +104.1% | +87.0% |
| YTD | -15.1% | +14.0% | -29.1% | -30.2% |
| 1Y | -49.9% | +20.3% | -70.2% | -62.0% |
| All | -50.7% | +74.2% | -124.9% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling